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The Coming Collapse Of Scientific RationalismâSomething Is Wrong With...

Hello to the many tens of thousands of readers, or maybe I should say former readers of this blog and my writings elsewhere. Or, what is left of you, which I’m assuming isn’t a lot. I’m not dead...

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Does financial transaction tax (FFT) debilitate high frequency trading?

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Canonical Supermartingale Couplings. (arXiv:1609.02867v1 [math.PR])

Two probability distributions $\mu$ and $\nu$ in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two...

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Value at risk and the diversification dogma. (arXiv:1609.02774v1 [q-fin.RM])

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. read more...

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â9th International Corn Industry Conference (ICIC)â To Kick Off...

Sponsored by Dalian Commodity Exchange (DCE), the “9th International Corn Industry Conference (ICIC)” will be held in Dalian on September 13. With the theme of “Development Opportunities in the...

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12Sep/Regional pull vs global push factors: China and US influence on...

This paper compares spillovers from the US and Chinese financial markets to the rest of Asia-Pacific. Structural VAR analysis points to the growing influence of Chinese equities and currency movements....

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Tokyo Commodity Exchange: Good Delivery Material Price Differential For...

The price differential of the Good Delivery material for the September 2016 contract month in the Rubber market has be determined as follows,read more...

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MEFF Launches Future Contracts On The IBEX 35 Bank And IBEX 35 Energy Indices...

The contracts that can be traded as of this date are on the IBEX 35 BANK and on IBEX 35 ENERGY indices, once, in July, the Spanish stock market regulator (CNMV), approved the amendment of the General...

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HKEX: Special Intra-Day Margin Call In Respect Of The Day Following The...

The Traded Options Market will be closed for business on 16 September 2016. In order to assure that safeguards are in place against potential market risk that may arise during the aforesaid period when...

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Thai Bourse Market Report For August 2016

The Stock Exchange of Thailand (SET) Index, with upbeat results, continuously increased to 1,548.44, underpinned by the ongoing capital inflows into Asia. Consequently, foreign investors were net...

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Russia's National Settlement Depository Opens Account With Georgian CSD

On 9 September 2016, National Settlement Depository (NSD), Russia’s central securities depository, and the Georgian Central Securities Depository (GCSD) signed an agreement to open an account of NSD...

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HKFE Announces Revised Margins For Futures Contracts

Please be advised that pursuant to Exchange Rule 617(d) and HKCC Rule 402, the Exchange and the Clearing House have determined that with effect from the commencement of trading on Wednesday, 14...

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European Parliament: Hearing Of Julian King

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Deutsche Börse Cash Market: Uniper SE IPO on Frankfurt Stock...

Uniper SE (ISIN: DE000UNSE018) has been listed in the Prime Standard at the Frankfurt Stock Exchange since 12 September 2016. A total of about 366 million shares were placed in the IPO. The total issue...

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United Kingdom Parliament Treasury Committee Update: Letter From Tracey...

Dear Andrew,read more...

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Deputy Governor Minouche Shafik To Leave Bank Of England

Minouche Shafik, Deputy Governor for Markets and Banking, will leave the Bank at the end of February 2017 to become the Director of the London School of Economics (LSE). Bank of England Governor Mark...

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Efficiency-Morality Trade-Offs in Repugnant Transactions: A Choice Experiment...

Societies prohibit many transactions considered morally repugnant, although potentially efficiency-enhancing. We conducted an online choice experiment to characterize preferences for the morality and...

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Technological Leadership (de)Concentration: Causes in ICTE -- by Yasin Ozcan,...

Using patents as indicators of inventive activity, this article characterizes the concentration of origins of invention from 1976 to 2010, and how these changed over time. The analysis finds pervasive...

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Student Coaching: How Far Can Technology Go? -- by Philip Oreopoulos, Uros...

Recent studies show that programs offering structured, one-on-one coaching and tutoring tend to have large effects on the academic outcomes of both high school and college students. These programs are...

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Thrivers and Divers: Using Non-Academic Measures to Predict College Success...

We collect a comprehensive set of non-academic characteristics for a representative sample of incoming freshman to explore which measures best predict the wide variance in first-year college...

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